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Showing 10 out of a total of 34 results for collection: Research Articles (Mathematics and Applied Mathematics).
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Value at risk in the South African equity market : a view from the tails
Milwidsky, C.
;
Mare, Eben
(
Juta
,
2010-09
)
GARCH option pricing models in a South African equity context
Venter, Pierre Johan
;
Mare, Eben
(
Operations Research Society of South Africa
,
2020
)
Considering the use of an equal-weighted index as a benchmark for South African equity investors
Taljaard, Byran Hugo
;
Mare, Eben
(
Actuarial Society of South Africa
,
2019
)
Aspects of volatility targetting for South African equity investors
Khuzwayo, Bhekinkosi
;
Mare, Eben
(
Department of Economics, University of Pretoria
,
2014
)
Banking regulations : an examination of the failure of African Bank using Merton’s structural model
Sanderson, Leon B.
;
Mare, Eben
;
De Jongh, Dawie C.J.
(
Academy of Science of South Africa
,
2017-07
)
Regime-based tactical allocation for equity factors and balanced portfolios
Flint, Emlyn James
;
Mare, Eben
(
Actuarial Society of South Africa
,
2019
)
Price discovery in the cryptocurrency option market : a univariate GARCH approach
Venter, Pierre Johan
;
Mare, Eben
;
Pindza, Edson
(
Cogent OA
,
2020
)
The recovery theorem with application to risk management
Van Appel, Vaughan
;
Mare, Eben
(
South African Statistical Association
,
2020
)
Collateralised option pricing in a South African context : a univariate GARCH approach
Venter, Pierre J.
;
Levendis, Alexis Jacques
;
Mare, Eben
(
Taylor and Francis
,
2022
)
Solving the generalized regularized long wave equation using a distributed approximating functional method
Pindza, Edson
;
Mare, Eben
(
Hindawi Publishing
,
2014-04-12
)
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Mare, Eben (34)
Pindza, Edson (8)
Van Appel, Vaughan (4)
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Taljaard, Byran Hugo (3)
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Venter, Pierre Johan (2)
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